Can I see history of where my iPhone has been via Find My Phone?

They are not in the iCloud settings. This is on the phone itself. They are in Settings>Privacy>Location Services>System Services>Frequent Locations>On.

When you are in Location Services, swipe all the way to the bottom to get to System Services. In the next screen then swipe down to get to Frequent locations,

No. You can not see a list of places/locations where your phone has been.

The only thing you can do is go to Settings | Privacy | Location Services | System Services | Frequent Locations

From there you should be able to see some of your top frequent locations but it definitely won't be an all-inclusive list.

I had no idea that was possible. Actually, I see quite a few frequent locations when I do this. Certainly not every single location, but more than I would have imagined.

You can only see where it currently is.

Where you can find these options in the icloud settings menu?

Settings | Privacy | Location Services | System Services | Frequent Locations

Is a bit unclear for me how I can activate these option.